An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations.
Yabing SunWeidong ZhaoPublished in: Numer. Algorithms (2020)
Keyphrases
- forward backward
- numerical scheme
- variational methods
- stochastic differential equations
- finite difference
- partial differential equations
- anisotropic diffusion
- hidden markov models
- fixed point
- higher order
- level set
- energy functional
- numerical solution
- maximum a posteriori estimation
- markov random field
- approximate inference
- closed form
- high order
- bayesian inference
- probabilistic model
- image enhancement
- em algorithm
- optic flow
- markov chain
- belief networks
- pairwise
- image denoising